+53.0%
OVV vs EQH
+95.5%
-42.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.8% | +1.1% | -4.9% | -4.3% |
| 30D | +1.3% | -1.1% | +2.4% | +1.5% |
| 3M | +14.3% | +25.0% | -10.7% | +3.3% |
| 6M | +21.1% | +33.9% | -12.8% | +4.6% |
| YTD | +66.0% | +11.6% | +54.4% | +56.7% |
| 1Y | +59.3% | +1.5% | +57.8% | +58.1% |
| All | +53.0% | +95.5% | -42.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling